+337.6%
WELL vs CNH
+152.9%
+184.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.0% | +2.0% |
| 7D | -1.3% | +8.8% | -10.1% | -3.9% |
| 30D | +0.5% | +24.7% | -24.1% | -6.2% |
| 3M | +19.1% | +27.3% | -8.3% | +9.7% |
| 6M | +17.0% | +23.2% | -6.2% | +7.9% |
| YTD | +29.2% | +48.9% | -19.7% | +11.9% |
| 1Y | +42.1% | +19.4% | +22.7% | +31.3% |
| 3Y | +204.5% | +7.8% | +196.8% | +179.0% |
| 5Y | +211.0% | +8.7% | +202.2% | +171.8% |
| 10Y | +337.6% | +149.5% | +188.1% | +154.8% |
| All | +337.6% | +152.9% | +184.7% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling